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      What are the events that shake our world? Measuring and hedging global COVOL

      Author(s): ,
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      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

          Robert F. Engle (1982)
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            Measuring Economic Policy Uncertainty

            Scott R. Baker, Nicholas Bloom, Steven Davis (2016)
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              Efficient tests for normality, homoscedasticity and serial independence of regression residuals

              Carlos Jarque, Anil Bera (1980)
              Article 0 comments Cited 233 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: January 2023
                Publication date (Print): January 2023
                Volume: 147
                Issue: 1
                Pages: 221-242
                Article
                DOI: 10.1016/j.jfineco.2022.09.009
                SO-VID: 879e2eda-84df-47e1-a7f8-66f1b055df0b
                Copyright © © 2023
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                https://www.elsevier.com/tdm/userlicense/1.0/

                http://creativecommons.org/licenses/by/4.0/

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